A comparison between linear and nonlinea
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Meihui Guo; Y. K. Tseng
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Article
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1997
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John Wiley and Sons
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English
โ 262 KB
๐ 1 views
In this paper the relative forecast performance of nonlinear models to linear models is assessed by the conditional probability that the absolute forecast error of the nonlinear forecast is smaller than that of the linear forecast. The comparison probability is explicitly expressed and is shown to b